Package: factorcpt
Type: Package
Title: Simultaneous Change-Point and Factor Analysis
Version: 0.1.0
Author: Haeran Cho
Maintainer: Haeran Cho <haeran.cho@bristol.ac.uk>
Description: Identifies change-points in the common and the idiosyncratic components via factor modelling.
License: GPL-2
LazyData: TRUE
Suggests: RcppArmadillo
Imports: Rcpp (>= 0.12.4), foreach, parallel, iterators, fields,
        doParallel
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2016-12-15 16:55:02 UTC; mahrc
Repository: CRAN
Date/Publication: 2016-12-16 02:16:42
